摘要
针对带等式和不等式约束的广义几何规划问题，构造了一种ＳＱＰ（序列二次规划）算法，并证明了该算法的全局收敛性和局部二阶收敛性．
A SQP (sequential quadratic programming) computational method for solving the problem of generalized geometric programming in the constraint conditions with equality and inequality is constructed in this paper. The global convergence and local second-order convergence of the method are proved.
出处
《纯粹数学与应用数学》
CSCD
1995年第2期89-99,共11页
Pure and Applied Mathematics
关键词
混合约束
几何规划
SQP算法
收敛性
广义
mixed constraint
geometric programming
SQP Computational method
convergence
